-48.5%
TE vs AFL
+156.3%
-204.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.7% | +11.7% | +10.3% |
| 7D | +18.2% | -0.7% | +19.0% | +18.3% |
| 30D | -13.5% | -7.1% | -6.4% | -12.6% |
| 3M | -44.6% | +0.4% | -45.0% | -45.0% |
| 6M | -24.7% | +4.5% | -29.2% | -26.0% |
| YTD | -24.3% | +6.1% | -30.3% | -25.8% |
| 1Y | +155.6% | +10.6% | +145.0% | +147.5% |
| 3Y | -18.3% | +64.0% | -82.3% | -26.5% |
| 5Y | -41.3% | +133.7% | -175.0% | -49.8% |
| All | -48.5% | +156.3% | -204.8% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling